Summary
DFAE
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 52.73% Volatility 19.48% Sharpe 1.49
Official loaded data — not a live quote.

DIMENSIONAL EMERGING CORE EQUITY MARKET ETF

Symbol: DFAE

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 01/12/2020

Latest date: 03/06/2026

Current price: $41.08

Expense ratio: 0.29%

Assets under management
$8.9B
-0.58% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

7.85%

Ann. -58.19% (Sharpe / Sortino numerator)

Volatility

34.33%

Sharpe ratio

-1.801

VaR 95%

-3.36%

CVaR 95%: -4.20%
Max drawdown: -6.93%
Sortino ratio: -2.620
Calmar ratio: -8.40

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

18.03%

Ann. 5.09% (Sharpe / Sortino numerator)

Volatility

24.61%

Sharpe ratio

0.059

VaR 95%

-3.00%

CVaR 95%: -3.68%
Max drawdown: -12.94%
Sortino ratio: 0.077
Calmar ratio: 0.39

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

28.92%

Ann. 13.69% (Sharpe / Sortino numerator)

Volatility

20.44%

Sharpe ratio

0.492

VaR 95%

-1.99%

CVaR 95%: -3.23%
Max drawdown: -12.94%
Sortino ratio: 0.617
Calmar ratio: 1.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

52.73%

Ann. 32.74% (Sharpe / Sortino numerator)

Volatility

19.48%

Sharpe ratio

1.494

VaR 95%

-1.72%

CVaR 95%: -3.03%
Max drawdown: -12.94%
Sortino ratio: 1.840
Calmar ratio: 2.53

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

67.96%

Ann. 19.33% (Sharpe / Sortino numerator)

Volatility

17.61%

Sharpe ratio

0.891

VaR 95%

-1.77%

CVaR 95%: -2.58%
Max drawdown: -18.12%
Sortino ratio: 1.182
Calmar ratio: 1.07

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

89.43%

Ann. 16.43% (Sharpe / Sortino numerator)

Volatility

16.37%

Sharpe ratio

0.782

VaR 95%

-1.62%

CVaR 95%: -2.35%
Max drawdown: -18.12%
Sortino ratio: 1.091
Calmar ratio: 0.91

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.176%

Best day

5.24%

08/04/2026
Worst day

-4.754%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $41.32 $41.39 $40.92 $41.08 857,900
02/06/2026 $41.30 $41.65 $41.08 $41.60 1,263,300
01/06/2026 $40.84 $41.50 $40.70 $41.30 1,388,400
29/05/2026 $40.70 $40.76 $40.43 $40.49 647,300
28/05/2026 $39.93 $40.62 $39.83 $40.53 3,019,700
27/05/2026 $40.61 $40.66 $40.10 $40.37 2,221,200
26/05/2026 $40.05 $40.56 $40.05 $40.51 1,074,600
22/05/2026 $39.15 $39.35 $39.02 $39.06 775,400
21/05/2026 $38.60 $39.16 $38.49 $39.02 977,900
20/05/2026 $38.20 $38.77 $38.11 $38.75 789,400